Only Registered Users/Subscribers can opt in or out on a category basis. They would need to log in to their WordPress account and then visit Subscribe2->Your Subscriptions.

Either that or you can do it for them by filtering on Registered users in the Subscribe2->Subscribers page and clicking the word ‘edit’ next to their email address.

Public Subscriber do not have category level control over their subscription, but if you as admin want to block them from getting emails for a particular category you can ‘exclude’ the category in the settings page and there is also an option in there to allow Registered Users to be able to over ride the exclusion (so you end up with a category that does not generate email message to public subscribers but the Registered Subscribers can opt to get emails for.